A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Lapse-supported life insurance exacerbates adverse selection risks.
Secure neural network inference on untrusted platforms using holographic reduced representations.
The paper shows supply chain features improve cyber risk prediction.
A digital euro protocol offers complete privacy and offline transactions using Groth-Sahai proofs.
SAPAG attacks distributed learning by reconstructing true training data from gradients.
We lay theoretical foundations for new database release mechanisms that allow third-parties to construct consistent estimators of population statistics, while ensuring that the privacy of each individual contributing to the database is protected. The proposed framework rests on two main ideas. First, releasing (an esti…
We study the problem of portfolio insurance from the point of view of a fund manager, who guarantees to the investor that the portfolio value at maturity will be above a fixed threshold. If, at maturity, the portfolio value is below the guaranteed level, a third party will refund the investor up to the guarantee. In ex…
In response to growing concerns about user privacy, federated learning has emerged as a promising tool to train statistical models over networks of devices while keeping data localized. Federated learning methods run training tasks directly on user devices and do not share the raw user data with third parties. However,…
We report on a technique based on multi-agent games which has potential use in the prediction of future movements of financial time-series. A third-party game is trained on a black-box time-series, and is then run into the future to extract next-step and multi-step predictions. In addition to the possibility of identif…
Paper proposes a new method to compute cryptocurrency prices securely.
Wide-AdGraph detects ads and trackers using a graph of resource requests.
We show how to restructure the counterparty risk faced by the originator of a securitization or covered bond arising from an interest rate hedging swap assisted by a "one-way" collateral agreement. This risk emerges when the swap is negotiated between the special purpose vehicle and a third party that covers itself thr…
The atomic swap protocol allows for the exchange of cryptocurrencies on different blockchains without the need to trust a third-party. However, market participants who desire to hold derivative assets such as options or futures would also benefit from trustless exchange. In this paper I propose the atomic swaption, whi…
Evidence acquisition costs influence disclosure behavior and preference.
Study privacy-utility trade-off in IoT time-series data sharing with RL.
As companies continue to invest heavily in larger, more accurate and more robust deep learning models, they are exploring approaches to monetize their models while protecting their intellectual property. Model licensing is promising, but requires a robust tool for owners to claim ownership of models, i.e. a watermark. …
This paper assesses risks in DeFi investments.
In this paper, we advocate for representation learning as the key to mitigating unfair prediction outcomes downstream. Motivated by a scenario where learned representations are used by third parties with unknown objectives, we propose and explore adversarial representation learning as a natural method of ensuring those…
Federated Learning prioritizes client data contributions for better model quality.
Detects potential rug pulls in Uniswap tokens before they occur.
The paper discusses building ETF risk models using a multilevel classification taxonomy.
We introduce CheckNet, a method for secure inference with deep neural networks on untrusted devices. CheckNet is like a checksum for neural network inference: it verifies the integrity of the inference computation performed by untrusted devices to 1) ensure the inference has actually been performed, and 2) ensure the i…
We study how to communicate findings of Bayesian inference to third parties, while preserving the strong guarantee of differential privacy. Our main contributions are four different algorithms for private Bayesian inference on proba-bilistic graphical models. These include two mechanisms for adding noise to the Bayesia…
Paper finds a method to compute fair risk-sharing rules.
Orpheus simplifies deep learning deployment on edge devices.
Online leading has disrupted the traditional consumer banking sector with more effective loan processing. Risk prediction and monitoring is critical for the success of the business model. Traditional credit score models fall short in applying big data technology in building risk model. In this manuscript, data with var…
Study adversarial perturbations in classification, analyzing learning and certification.
Domain classification is the task of mapping spoken language utterances to one of the natural language understanding domains in intelligent personal digital assistants (IPDAs). This is a major component in mainstream IPDAs in industry. Apart from official domains, thousands of third-party domains are also created by ex…
A framework assesses the quality of crowdsourced weather data.
We introduce a framework for dynamic adversarial discovery of information (DADI), motivated by a scenario where information (a feature set) is used by third parties with unknown objectives. We train a reinforcement learning agent to sequentially acquire a subset of the information while balancing accuracy and fairness …
Fair machine learning has become a significant research topic with broad societal impact. However, most fair learning methods require direct access to personal demographic data, which is increasingly restricted to use for protecting user privacy (e.g. by the EU General Data Protection Regulation). In this paper, we pro…
Paper proposes a fast method for approximate data deletion in generative models.
Unlike other industries in which intellectual property is patentable, the financial industry relies on trade secrecy to protect its business processes and methods, which can obscure critical financial risk exposures from regulators and the public. We develop methods for sharing and aggregating such risk exposures that …
Interpool solves interoperability issues by minting, exchanging, and burning tokens within a single liquidity pool.
Scenario discovery is the process of finding areas of interest, known as scenarios, in data spaces resulting from simulations. For instance, one might search for conditions, i.e., inputs of the simulation model, where the system is unstable. Subgroup discovery methods are commonly used for scenario discovery. They find…
We show that when a third party, the adversary, steps into the two-party setting (agent and operator) of safely interruptible reinforcement learning, a trade-off has to be made between the probability of following the optimal policy in the limit, and the probability of escaping a dangerous situation created by the adve…
The paper tackles fair representation learning by smoothing feature mappings.
This paper optimizes SMPC for neural network inference, reducing memory and time.
This study analyzes the alignment between charter value and supervision in banks.
The paper examines how decentralized credit curators have taken over risk management from traditional protocols.
Android and Facebook provide third-party applications with access to users' private data and the ability to perform potentially sensitive operations (e.g., post to a user's wall or place phone calls). As a security measure, these platforms restrict applications' privileges with permission systems: users must approve th…
The amount of personal data collected in our everyday interactions with connected devices offers great opportunities for innovative services fueled by machine learning, as well as raises serious concerns for the privacy of individuals. In this paper, we propose a massively distributed protocol for a large set of users …
Machine learning as a service (MLaaS), and algorithm marketplaces are on a rise. Data holders can easily train complex models on their data using third party provided learning codes. Training accurate ML models requires massive labeled data and advanced learning algorithms. The resulting models are considered as intell…
Fully Homomorphic Encryption (FHE) refers to a set of encryption schemes that allow computations to be applied directly on encrypted data without requiring a secret key. This enables novel application scenarios where a client can safely offload storage and computation to a third-party cloud provider without having to t…
Estimates conversion probabilities from click sequences with privacy constraints.
Data generated by cars is growing at an unprecedented scale. As cars gradually become part of the Internet of Things (IoT) ecosystem, several stakeholders discover the value of in-vehicle network logs containing the measurements of the multitude of sensors deployed within the car. This wealth of data is also expected t…
AI platforms disrupt investment by personalizing deal sourcing and insights.
Method estimates joint distribution of bivariate outcomes.